This document provides performance metrics for various multi cap mutual funds in India. It lists the fund name, assets under management, standard deviation, beta, Sharpe ratio, Jenson's alpha, and Treynor's ratio for each fund to allow for comparison of risk adjusted returns across multi cap funds. The funds range in size from Rs. 16.45 crores to Rs. 29714.07 crores in assets under management. Standard deviations range from 13.60 to 26.49 and betas range from 0.43 to 1.10, indicating varying levels of risk across the multi cap funds.
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Original Title
Risk Ratios - multi cap fund,multi cap fund Performance Tracker Mutual funds with highest returns - Moneycontrol.com.xlsx
This document provides performance metrics for various multi cap mutual funds in India. It lists the fund name, assets under management, standard deviation, beta, Sharpe ratio, Jenson's alpha, and Treynor's ratio for each fund to allow for comparison of risk adjusted returns across multi cap funds. The funds range in size from Rs. 16.45 crores to Rs. 29714.07 crores in assets under management. Standard deviations range from 13.60 to 26.49 and betas range from 0.43 to 1.10, indicating varying levels of risk across the multi cap funds.
This document provides performance metrics for various multi cap mutual funds in India. It lists the fund name, assets under management, standard deviation, beta, Sharpe ratio, Jenson's alpha, and Treynor's ratio for each fund to allow for comparison of risk adjusted returns across multi cap funds. The funds range in size from Rs. 16.45 crores to Rs. 29714.07 crores in assets under management. Standard deviations range from 13.60 to 26.49 and betas range from 0.43 to 1.10, indicating varying levels of risk across the multi cap funds.
Risk Ratios - multi cap fund,multi cap fund Performan
Scheme Name Plan Category Name
PGIM India Diversified Equity Fund - Growth Regular Multi Cap Fund Canara Robeco Equity Diversified - Regular Plan - Growth Regular Multi Cap Fund Kotak Standard Multicap Fund - Growth Regular Multi Cap Fund Mahindra Manulife Multi Cap Badhat Yojana - Regular Plan - GrowtRegular Multi Cap Fund Union Multi Cap Fund - Growth Regular Multi Cap Fund LIC MF Multicap Fund - Growth Regular Multi Cap Fund Principal Multi Cap Growth Fund - Growth Regular Multi Cap Fund JM Multicap Fund - Growth Regular Multi Cap Fund SBI Magnum MultiCap Fund - Growth Regular Multi Cap Fund Invesco India Multicap Fund - Growth Regular Multi Cap Fund BNP Paribas Multi Cap Fund - Growth Regular Multi Cap Fund HSBC Multi Cap Equity Fund - Growth Regular Multi Cap Fund IDBI Diversified Equity Fund - Regular Plan - Growth Regular Multi Cap Fund L&T Equity Fund - Growth Regular Multi Cap Fund Edelweiss Multi-Cap Fund - Regular Plan - Growth Regular Multi Cap Fund Baroda Multi Cap Fund - Plan A - Growth Regular Multi Cap Fund Franklin India Equity Fund - Growth Regular Multi Cap Fund ICICI Prudential Multicap Fund - Growth Regular Multi Cap Fund IDFC Multi Cap Fund - Regular Plan - Growth Regular Multi Cap Fund Aditya Birla Sun Life Equity Fund - Regular Plan - Growth Regular Multi Cap Fund Motilal Oswal Multicap 35 Fund - Growth Regular Multi Cap Fund Taurus Starshare (Multi Cap) Fund - Growth Regular Multi Cap Fund HDFC Equity Fund - Growth Regular Multi Cap Fund Nippon India Multicap Fund - Growth Regular Multi Cap Fund Kotak India Growth Fund - Series IV - Growth Regular Multi Cap Fund HDFC Equity Opportunities Fund - Series II - 1126D May - Growth Regular Multi Cap Fund HDFC Equity Opportunities Fund - Series II - 1100D June - Growth Regular Multi Cap Fund IDFC Equity Opportunity - Series 5 - Regular Plan - Growth Regular Multi Cap Fund IDFC Equity Opportunity - Series 4 - Regular Plan - Growth Regular Multi Cap Fund SBI Equity Opportunities Fund – Series I - Growth Regular Multi Cap Fund SBI Equity Opportunities Fund – Series IV - Growth Regular Multi Cap Fund Nippon India Capital Builder Fund IV - Series A - Growth Regular Multi Cap Fund Nippon India Capital Builder Fund IV - Series B - Growth Regular Multi Cap Fund Nippon India Capital Builder Fund IV - Series C - Growth Regular Multi Cap Fund Nippon India Capital Builder Fund IV - Series D - Growth Regular Multi Cap Fund Aditya Birla Sun Life Resurgent India Fund - Series 4 - Growth Regular Multi Cap Fund Aditya Birla Sun Life Resurgent India Fund - Series 5 - Growth Regular Multi Cap Fund Aditya Birla Sun Life Resurgent India Fund - Series 6 - Growth Regular Multi Cap Fund DSP A.C.E. Fund - Series 1 - Growth Regular Multi Cap Fund DSP 3 Years Close Ended Equity Fund - Regular Plan - Growth Regular Multi Cap Fund DSP A.C.E. Fund - Series 2 - Growth Regular Multi Cap Fund Edelweiss Maiden Opportunities Fund - Series I - Growth Regular Multi Cap Fund UTI Focussed Equity Fund - Series VI - (1150 D) - Growth Regular Multi Cap Fund UTI Focussed Equity Fund - Series IV - (1104 D) - Growth Regular Multi Cap Fund Axis Multicap Fund - Growth Regular Multi Cap Fund Axis Capital Builder Fund - Series 1 - Growth Regular Multi Cap Fund Parag Parikh Long Term Equity Fund - Growth Regular Multi Cap Fund Quant Active Fund - Growth Regular Multi Cap Fund UTI Focussed Equity Fund - Series V - (1102 D) - Growth Regular Multi Cap Fund cap fund,multi cap fund Performance Tracker | Mutual funds with highest returns - Moneycontrol.com Crisil Rank Category AuM (Cr) Standard Deviation Beta 5 Multi Cap Fund 225.60 19.30 0.93 5 Multi Cap Fund 2280.01 17.93 0.89 4 Multi Cap Fund 29714.07 19.15 0.91 4 Multi Cap Fund 340.20 18.51 0.92 4 Multi Cap Fund 370.74 18.46 0.89 4 Multi Cap Fund 294.78 18.62 0.83 3 Multi Cap Fund 653.54 19.81 0.97 3 Multi Cap Fund 130.88 19.63 0.94 3 Multi Cap Fund 9063.31 18.17 0.89 3 Multi Cap Fund 924.83 19.18 0.84 3 Multi Cap Fund 555.01 18.15 0.87 3 Multi Cap Fund 330.26 20.61 1.01 3 Multi Cap Fund 289.51 16.99 0.81 3 Multi Cap Fund 2366.46 17.86 0.87 3 Multi Cap Fund 559.97 18.57 0.90 3 Multi Cap Fund 825.16 18.78 0.91 2 Multi Cap Fund 8591.33 19.22 0.89 2 Multi Cap Fund 5593.74 19.15 0.88 2 Multi Cap Fund 4847.02 18.28 0.88 2 Multi Cap Fund 11023.35 20.15 1.00 2 Multi Cap Fund 11239.87 20.32 0.94 1 Multi Cap Fund 200.17 19.13 0.94 1 Multi Cap Fund 19797.98 21.47 0.96 1 Multi Cap Fund 8053.29 21.59 0.96 - Multi Cap Fund 481.53 20.40 0.81 - Multi Cap Fund 57.78 17.89 0.58 - Multi Cap Fund 156.86 21.02 0.53 - Multi Cap Fund 532.08 20.72 1.06 - Multi Cap Fund 168.69 21.73 1.02 - Multi Cap Fund 32.69 18.91 0.91 - Multi Cap Fund 16.45 18.44 0.89 - Multi Cap Fund 149.14 19.64 0.97 - Multi Cap Fund 302.15 26.49 1.10 - Multi Cap Fund 135.09 21.83 0.93 - Multi Cap Fund 62.20 21.69 0.94 - Multi Cap Fund 249.71 19.51 0.58 - Multi Cap Fund 256.53 18.70 0.66 - Multi Cap Fund 450.84 19.92 0.97 - Multi Cap Fund 622.34 19.03 0.52 - Multi Cap Fund 33.70 18.43 0.47 - Multi Cap Fund 86.39 14.99 0.43 - Multi Cap Fund 369.24 22.11 0.58 - Multi Cap Fund 324.31 20.24 0.99 - Multi Cap Fund 357.04 19.46 0.91 - Multi Cap Fund 6434.07 17.30 0.83 - Multi Cap Fund 479.26 16.34 0.82 - Multi Cap Fund 4508.14 13.60 0.53 - Multi Cap Fund 35.80 19.63 0.80 - Multi Cap Fund 624.48 20.10 0.96 ontrol.com Sharpe Ratio Jension's Alpha Treynor's Ratio 0.17 1.79 0.04 0.26 2.80 0.05 0.05 -1.71 0.01 0.06 -0.55 0.01 0.14 0.84 0.03 0.06 -3.04 0.01 -0.05 -2.54 -0.01 -0.05 -1.83 -0.01 -0.01 -2.09 0.00 -0.06 2.65 -0.01 -0.10 -2.98 -0.02 -0.10 -2.96 -0.02 0.03 -0.21 0.01 -0.05 -2.26 -0.01 0.08 -0.11 0.02 -0.08 -3.05 -0.02 -0.08 -4.25 -0.02 -0.01 -2.85 0.00 -0.15 -3.48 -0.03 -0.02 -1.13 0.00 -0.15 -5.76 -0.03 -0.27 -6.82 -0.06 -0.07 -4.24 -0.01 -0.11 -5.16 -0.02 0.14 0.97 0.04 -0.33 -7.61 -0.10 -0.35 -8.86 -0.14 -0.20 -4.93 -0.04 -0.79 -17.93 -0.17 -0.03 -1.28 -0.01 -0.03 -1.33 -0.01 -0.09 -3.35 -0.02 -0.44 -13.57 -0.11 -0.66 -16.04 -0.16 -0.60 -14.58 -0.14 -0.16 -4.18 -0.06 -0.23 -5.43 -0.07 -0.77 -16.12 -0.16 0.03 -0.33 0.01 0.06 0.83 0.02 0.06 0.13 0.02 0.08 0.75 0.03 0.00 -1.59 0.00 -0.06 -2.61 -0.01 0.27 2.27 0.06 0.05 0.25 0.01 0.70 7.92 0.18 0.39 5.28 0.10 -0.11 -3.81 -0.02